0.10Open0.15Pre Close3 Volume437 Open Interest76.00Strike Price22.00Turnover42.55%IV6.78%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0577Delta0.0401Gamma1017.43Leverage Ratio-0.0436Theta0.0004Rho58.70Eff Leverage0.0078Vega